+30.9%
CL vs NSC
+70.9%
-40.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.2% | -5.5% | +3.3% | -1.4% |
| 30D | -4.8% | -3.2% | -1.6% | -4.4% |
| 3M | +4.9% | +7.7% | -2.8% | +3.7% |
| 6M | -5.7% | +4.5% | -10.2% | -6.6% |
| YTD | +14.4% | +15.6% | -1.2% | +11.8% |
| 1Y | +8.7% | +19.8% | -11.1% | +5.8% |
| All | +30.9% | +70.9% | -40.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling